Any engineers who work in finance (like quants or HFT)?

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The recent /g/ thread on HFT inspired me to take a closer look at the finance industry. I know EEs, while they make a good wage, barely crack the 6 figure threshold. Meanwhile those in finance easily make at least half a million. This disparity in pay is why I want to pivot into finance.

Anyone have any tips on how to accomplish this such as projects I should make for my resume, interview prep, etc.? I know college prestige is very important for these positions but my college is pretty highly ranked so I should be fine on that front.